-60.8%
CLSK vs AMCR
+14.6%
-75.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.6% | +8.4% | +7.4% |
| 7D | +7.7% | -6.3% | +14.0% | +10.5% |
| 30D | +12.2% | -7.8% | +20.0% | +15.6% |
| 3M | -15.5% | +7.5% | -23.0% | -19.4% |
| 6M | +39.3% | +2.7% | +36.7% | +35.7% |
| YTD | +35.1% | +6.0% | +29.0% | +29.4% |
| 1Y | +34.0% | +7.8% | +26.2% | +27.0% |
| 3Y | +226.3% | +5.8% | +220.5% | +213.3% |
| 5Y | +6.4% | -11.6% | +18.0% | +10.9% |
| All | -60.8% | +14.6% | -75.5% | -60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AMCR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling